Multiplier methods based on augmented Lagrangians are attractive in convex and nonconvex programming for their stabilizing and even convexifying properties. They have widely been seen, however, as incompatible with taking…
We bring the tools from Blackwell’s seminal result on comparing two stochastic experiments from 1953, to shine a new light on a modern application of great interest: Generative Adversarial Networks…
We consider a variant of the multiarmed bandit (MAB) problem where jobs or tasks queue for service, and service rates of different servers (agents) may be unknown. Such (queueing+learning) problems…